Earnings Forecasting and Mean-Variance Efficient Portfolios in the United States
A study confirms the continued effectiveness of a 1993 financial engineering model, outperforming equity benchmarks from 2000-2022.
Featured in No. 63 on 28 Aug 2024 · 10 days after release · 0 citations today
- Released
- 18 Aug 2024
- First featured
- No. 63 · 28 Aug 2024
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- SSRN 4933869
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